Multi-timescale Stochastic Programming with Applications in Power Systems
Fuente:
arXiv
Saved in:
| Main Authors: | Zhang, Yihang, Sen, Suvrajeet |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Dynamic Systems Coupled with Solutions of Stochastic Nonsmooth Convex Optimization
by: Luo, Jianfeng, et al.
Published: (2025)
by: Luo, Jianfeng, et al.
Published: (2025)
Epi-Consistent Approximation of Stochastic Dynamic Programs
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
Differential Stochastic Variational Inequalities with Parametric Optimization
by: Chen, Xiaojun, et al.
Published: (2025)
by: Chen, Xiaojun, et al.
Published: (2025)
Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models
by: Kang, Sumin, et al.
Published: (2024)
by: Kang, Sumin, et al.
Published: (2024)
Bi-Parameterized Two-Stage Stochastic Min-Max and Min-Min Mixed Integer Programs
by: Kang, Sumin, et al.
Published: (2025)
by: Kang, Sumin, et al.
Published: (2025)
A Unifying Convexification Framework for Chance-Constrained Programs via Bilinear Extended Formulations over a Simplex
by: Davarnia, Danial, et al.
Published: (2025)
by: Davarnia, Danial, et al.
Published: (2025)
Exploiting Overlap Information in Chance-constrained Program with Random Right-hand Side
by: Lv, Wei, et al.
Published: (2024)
by: Lv, Wei, et al.
Published: (2024)
Stochastic dynamic programming under recursive Epstein-Zin preferences
by: Jaśkiewicz, Anna, et al.
Published: (2024)
by: Jaśkiewicz, Anna, et al.
Published: (2024)
Lagrangian cuts generated by batch to efficiently solve two-stage stochastic mixed-integer program
by: Xiaoyu, Luo, et al.
Published: (2024)
by: Xiaoyu, Luo, et al.
Published: (2024)
Subpath-Based Column Generation for Electric Vehicle Routing Problems
by: Jacquillat, Alexandre, et al.
Published: (2024)
by: Jacquillat, Alexandre, et al.
Published: (2024)
Adaptive Partitioning for Chance-Constrained Problems with Finite Support
by: Roland, Marius, et al.
Published: (2023)
by: Roland, Marius, et al.
Published: (2023)
Solving Cutting Stock Problems via an Extended Ryan-Foster Branching Scheme and Fast Column Generation
by: da Silva, Renan F. F., et al.
Published: (2023)
by: da Silva, Renan F. F., et al.
Published: (2023)
New merit functions for multiobjective optimization and their properties
by: Tanabe, Hiroki, et al.
Published: (2020)
by: Tanabe, Hiroki, et al.
Published: (2020)
Average-Cost MDPs with Infinite State and Action Sets: New Sufficient Conditions for Optimality Inequalities and Equations
by: Feinberg, Eugene A., et al.
Published: (2024)
by: Feinberg, Eugene A., et al.
Published: (2024)
Solving Combinatorial Pricing Problems using Embedded Dynamic Programming Models
by: Bui, Quang Minh, et al.
Published: (2024)
by: Bui, Quang Minh, et al.
Published: (2024)
Penalty-Free SDDP: Feasibility Cuts for Robust Multi-Stage Stochastic Optimization in Energy Planning
by: Freitas, Guilherme, et al.
Published: (2025)
by: Freitas, Guilherme, et al.
Published: (2025)
Multi-gear bandits, partial conservation laws, and indexability
by: Niño-Mora, José
Published: (2026)
by: Niño-Mora, José
Published: (2026)
On Tackling High-Dimensional Nonconvex Stochastic Optimization via Stochastic First-Order Methods with Non-smooth Proximal Terms and Variance Reduction
by: Xie, Yue, et al.
Published: (2025)
by: Xie, Yue, et al.
Published: (2025)
Dynamic Programming: From Local Optimality to Global Optimality
by: Stachurski, John, et al.
Published: (2024)
by: Stachurski, John, et al.
Published: (2024)
A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers
by: Menickelly, Matt, et al.
Published: (2023)
by: Menickelly, Matt, et al.
Published: (2023)
Stochastic block coordinate and function alternation for multi-objective optimization and learning
by: Tran, Trang H., et al.
Published: (2026)
by: Tran, Trang H., et al.
Published: (2026)
Bundle methods with quadratic cuts for deterministic and stochastic strongly convex optimization problems
by: Guigues, Vincent, et al.
Published: (2017)
by: Guigues, Vincent, et al.
Published: (2017)
Solving Sparse MIQCQPs: Application to the Unit Commitment Problem with ACOPF Constraints
by: Gómez-Casares, Ignacio, et al.
Published: (2025)
by: Gómez-Casares, Ignacio, et al.
Published: (2025)
Extended Triangle Inequalities for Nonconvex Box-Constrained Quadratic Programming
by: Anstreicher, Kurt M., et al.
Published: (2025)
by: Anstreicher, Kurt M., et al.
Published: (2025)
Dual dynamic programming for stochastic programs over an infinite horizon
by: Ju, Caleb, et al.
Published: (2023)
by: Ju, Caleb, et al.
Published: (2023)
Operation of an ambulance fleet under uncertainty
by: Guigues, Vincent, et al.
Published: (2022)
by: Guigues, Vincent, et al.
Published: (2022)
An uncertainty model for positive-valued parameters with application to robust optimization
by: Tanaka, Tatsuya, et al.
Published: (2026)
by: Tanaka, Tatsuya, et al.
Published: (2026)
A Deterministic and Linear Model of Dynamic Optimization
by: Lahiri, Somdeb
Published: (2025)
by: Lahiri, Somdeb
Published: (2025)
Linear models of dynamic optimization with linear constraints
by: Lahiri, Somdeb
Published: (2025)
by: Lahiri, Somdeb
Published: (2025)
Adjustable Robust Nonlinear Network Design Without Controllable Elements under Load Scenario Uncertainties
by: Thürauf, Johannes, et al.
Published: (2024)
by: Thürauf, Johannes, et al.
Published: (2024)
A study of column generation embedded in scalarization methods for the bi-objective cutting stock problem
by: Borges, Jennifer C., et al.
Published: (2026)
by: Borges, Jennifer C., et al.
Published: (2026)
GFORS: GPU-Accelerated First-Order Method with Randomized Sampling for Binary Integer Programs
by: Wei, Ningji, et al.
Published: (2025)
by: Wei, Ningji, et al.
Published: (2025)
Superadditivity-based valid inequalities and asymptotic bounds for the vehicle routing problem with stochastic demands
by: Legault, Robin, et al.
Published: (2025)
by: Legault, Robin, et al.
Published: (2025)
Data-Driven Hull-Fouling Cleaning Schedule Optimization to Reduce Carbon Footprint of Vessels
by: Ward, Samuel, et al.
Published: (2026)
by: Ward, Samuel, et al.
Published: (2026)
Application and issues in abstract convexity
by: Millán, Reinier Díaz, et al.
Published: (2022)
by: Millán, Reinier Díaz, et al.
Published: (2022)
Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization
by: Xie, Yue, et al.
Published: (2024)
by: Xie, Yue, et al.
Published: (2024)
Robust Capacity Expansion Modelling for Renewable Energy Systems
by: Kebrich, Sebastian, et al.
Published: (2025)
by: Kebrich, Sebastian, et al.
Published: (2025)
Shuffling the Stochastic Mirror Descent via Dual Lipschitz Continuity and Kernel Conditioning
by: Qiu, Junwen, et al.
Published: (2026)
by: Qiu, Junwen, et al.
Published: (2026)
An Exact Algorithm for Public Transport Line Planning Considering Passenger and Operational Costs and Lost Demand
by: Hansen, Siv Marie Cartland, et al.
Published: (2026)
by: Hansen, Siv Marie Cartland, et al.
Published: (2026)
Similar Items
-
Dynamic Systems Coupled with Solutions of Stochastic Nonsmooth Convex Optimization
by: Luo, Jianfeng, et al.
Published: (2025) -
Epi-Consistent Approximation of Stochastic Dynamic Programs
by: Keehan, Dominic S. T., et al.
Published: (2025) -
On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control
by: Keehan, Dominic S. T., et al.
Published: (2025) -
Differential Stochastic Variational Inequalities with Parametric Optimization
by: Chen, Xiaojun, et al.
Published: (2025) -
Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models
by: Kang, Sumin, et al.
Published: (2024)